I happened to read an article about lucid dreaming (probably on wiki or something like it) and it described how to enduce lucid dreaming states, and how to “test” if you were dreaming.

-to enduce them it mentioned (paraphrasing very loosely here:) to relax your body and concentrate on this relaxation and staying aware… of your breathing and body and thoughts (or something of that nature… I was not interested in trying myself… just interested in learning about the concept of lucid dreaming – so I did not really pay much attention of how to do it.)
- the “test” it said to do was: that if you thought you were in a dream and wanted to find out if it WAS a dream, therefore making it a “lucid dream” (in that you would be aware that you are dreaming) to flip a light switch… if nothing changed (it was dark and remained dark/light was on and remained on) then you are in a dream as this action will not alter what you see in a dream state.

I happened to accidently dream lucidly sporadically for the following week or two… the first time I freaked out (enough that somehow I woke myself up). In that dream it was if I was just laying in bed trying to go to sleep – but for some reason “felt” like I was dreaming, and remembering this trick I got up to test and flipped my bedroom switch… no light… rationalized that maybe the bulb blew I went to bathroom to flip that switch…. again, no light! I don’t remember much of the dream after that I just know that I woke up very frightened, breathing hard and did not want to go back to sleep because i didn’t even try to do it!
Another time I fell asleep on my couch and was dreaming about unusual things going on in my apartment hallway – and again I did the light switch test and it did not change. This time I did not wake up, but was aware that I was dreaming (I did not try to alter the dream or actively participate – it was still kinda scary). I know a few other times I woke shortkly after the test, I think because it was not intentional and I was uneasy.